Redlof - 2010-08-02 Electricity heats up the air, and hot air attracts more electricity. I think that's what's happening here.

Then again, my specialty is in small electronics.

Oktay - 2010-08-02 Ionized air and water. The voltages are so high that they can ionize air and water. Ionized particles conduct electricity much easier, so when a path is made this way, more and more charges flow through it and as long as there are charges flowing, it stays ionized. Even after that, the path stays ionized for a while, and that's how there are multiple pulses through the same path in this video. AFAIK.

Keep in mind that this is about a third of a second in real time. Amazing video, amazing technology that captured it.